+31.6%
BSX vs ROIV
+292.3%
-260.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +1.5% |
| 7D | +2.8% | +14.3% | -11.5% | +2.1% |
| 30D | +4.6% | +16.2% | -11.6% | +3.9% |
| 3M | -11.4% | +15.1% | -26.5% | -12.1% |
| 6M | -17.1% | +44.2% | -61.3% | -18.9% |
| YTD | -53.1% | +89.8% | -142.9% | -54.9% |
| 1Y | -55.7% | +94.6% | -150.3% | -57.5% |
| 3Y | -13.3% | +367.5% | -380.8% | -21.3% |
| 5Y | +5.3% | +421.4% | -416.1% | -12.0% |
| All | +31.6% | +292.3% | -260.7% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling